+10.6%
KR vs RNG
+179.4%
-168.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.2% |
| 7D | +6.1% | -9.6% | +15.6% | +6.2% |
| 30D | +17.3% | -1.4% | +18.7% | +17.3% |
| 3M | +20.2% | +28.8% | -8.6% | +19.3% |
| 6M | +3.3% | +65.6% | -62.2% | +1.7% |
| YTD | +12.3% | +171.4% | -159.1% | +11.3% |
| 1Y | +10.6% | +185.3% | -174.7% | +9.2% |
| All | +10.6% | +179.4% | -168.8% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling